Concepedia
Statistics
Publications
11
Citations
214
H-Index
Active since
1997
Affiliations
University of Technology Sydney(Current)
University of Johannesburg
University of Cape Town
Research Network (United States)
African Institute for Mathematical Sciences
Erik Schlögl is an author at University of Technology Sydney specializing in business, financial economics, and finance.
Publications per year
1997–2023
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Erik Schlögl · Journal of Economic Dynamics and Control · 2012 · 39 citations
Business, Economics, Finance +9
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
Benjamin Cheng, Christina Sklibosios Nikitopoulos, Erik Schlögl · Journal of Banking & Finance · 2017 · 28 citations
Business, Economics, Finance +14
A consistent stochastic model of the term structure of interest rates for multiple tenors
Mesias Alfeus, Martino Grasselli, Erik Schlögl · Journal of Economic Dynamics and Control · 2020 · 27 citations · Full text
Business, Economics, Finance +17
A Multicurrency Extension of the Lognormal Interest Rate
Market Models
Erik Schlögl · SSRN Electronic Journal · 1999 · 21 citations · Full text
Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach
Alex Backwell, Andrea Macrina, Erik Schlögl et al. · Frontiers of Mathematical Finance · 2023 · 18 citations · Full text
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